CME Swiss Franc Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.0861 |
1.0863 |
0.0002 |
0.0% |
1.0970 |
| High |
1.0875 |
1.0892 |
0.0017 |
0.2% |
1.0996 |
| Low |
1.0833 |
1.0810 |
-0.0023 |
-0.2% |
1.0833 |
| Close |
1.0869 |
1.0823 |
-0.0046 |
-0.4% |
1.0869 |
| Range |
0.0042 |
0.0082 |
0.0040 |
95.2% |
0.0163 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
2.0% |
0.0000 |
| Volume |
19,780 |
21,505 |
1,725 |
8.7% |
114,491 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1037 |
1.0868 |
|
| R3 |
1.1006 |
1.0955 |
1.0846 |
|
| R2 |
1.0924 |
1.0924 |
1.0838 |
|
| R1 |
1.0873 |
1.0873 |
1.0831 |
1.0858 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0834 |
| S1 |
1.0791 |
1.0791 |
1.0815 |
1.0776 |
| S2 |
1.0760 |
1.0760 |
1.0808 |
|
| S3 |
1.0678 |
1.0709 |
1.0800 |
|
| S4 |
1.0596 |
1.0627 |
1.0778 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1292 |
1.0959 |
|
| R3 |
1.1225 |
1.1129 |
1.0914 |
|
| R2 |
1.1062 |
1.1062 |
1.0899 |
|
| R1 |
1.0966 |
1.0966 |
1.0884 |
1.0933 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0883 |
| S1 |
1.0803 |
1.0803 |
1.0854 |
1.0770 |
| S2 |
1.0736 |
1.0736 |
1.0839 |
|
| S3 |
1.0573 |
1.0640 |
1.0824 |
|
| S4 |
1.0410 |
1.0477 |
1.0779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0996 |
1.0810 |
0.0186 |
1.7% |
0.0067 |
0.6% |
7% |
False |
True |
23,271 |
| 10 |
1.1013 |
1.0810 |
0.0203 |
1.9% |
0.0063 |
0.6% |
6% |
False |
True |
23,838 |
| 20 |
1.1017 |
1.0810 |
0.0207 |
1.9% |
0.0065 |
0.6% |
6% |
False |
True |
24,005 |
| 40 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0063 |
0.6% |
40% |
False |
False |
23,198 |
| 60 |
1.1017 |
1.0693 |
0.0324 |
3.0% |
0.0064 |
0.6% |
40% |
False |
False |
19,562 |
| 80 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0063 |
0.6% |
30% |
False |
False |
14,689 |
| 100 |
1.1124 |
1.0693 |
0.0431 |
4.0% |
0.0062 |
0.6% |
30% |
False |
False |
11,752 |
| 120 |
1.1255 |
1.0693 |
0.0562 |
5.2% |
0.0062 |
0.6% |
23% |
False |
False |
9,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1241 |
|
2.618 |
1.1107 |
|
1.618 |
1.1025 |
|
1.000 |
1.0974 |
|
0.618 |
1.0943 |
|
HIGH |
1.0892 |
|
0.618 |
1.0861 |
|
0.500 |
1.0851 |
|
0.382 |
1.0841 |
|
LOW |
1.0810 |
|
0.618 |
1.0759 |
|
1.000 |
1.0728 |
|
1.618 |
1.0677 |
|
2.618 |
1.0595 |
|
4.250 |
1.0462 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.0851 |
1.0857 |
| PP |
1.0842 |
1.0845 |
| S1 |
1.0832 |
1.0834 |
|